iid_covariance_vec

`iid_covariance_vec` A helper function used to compute one of the two independent sum terms in the
computation of the approximate covariance of the functional data under a strong white noise assumption;
a vectorized version of iid_covariance.

Provides a collection of white noise hypothesis tests for functional time series and related visualizations.
These include tests based on the norms of autocovariance operators that are built under both strong and weak
white noise assumptions. Additionally, tests based on the spectral density operator and on principal component
dimensional reduction are included, which are built under strong white noise assumptions.
Also, this package provides goodness-of-fit tests for functional autoregressive of order 1 models.
These methods are described in Kokoszka et al. (2017) <doi:10.1016/j.jmva.2017.08.004>, Characiejus and Rice (2019)
<doi:10.1016/j.ecosta.2019.01.003>, Gabrys and Kokoszka (2007) <doi:10.1198/016214507000001111>,
and Kim et al. (2023) <doi: 10.1214/23-SS143>
respectively.

Mihyun Kim

wwntests

Hypothesis Tests for Functional Time Series

Daniel Petoukhov

iid_covariance_vec function

<dl><dt>f_data</dt>
<dd>the functional data matrix with observed functions in the columns</dd></dl>

Arguments

Compute part of the covariance under a strong white noise assumption — iid_covariance_vec

<dl>

<dt>f_data</dt>
<dd>the functional data matrix with observed functions in the columns</dd>

</dl>

iid_covariance_vec: Compute part of the covariance under a strong white noise assumption

Description

Usage

Value

Arguments